Trading Metrics calculated at close of trading on 06-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
Open |
4,474.00 |
4,409.00 |
-65.00 |
-1.5% |
4,533.00 |
High |
4,480.25 |
4,423.50 |
-56.75 |
-1.3% |
4,555.50 |
Low |
4,399.50 |
4,341.50 |
-58.00 |
-1.3% |
4,386.50 |
Close |
4,407.50 |
4,373.00 |
-34.50 |
-0.8% |
4,467.75 |
Range |
80.75 |
82.00 |
1.25 |
1.5% |
169.00 |
ATR |
58.90 |
60.55 |
1.65 |
2.8% |
0.00 |
Volume |
306,244 |
335,134 |
28,890 |
9.4% |
1,349,976 |
|
Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,625.25 |
4,581.25 |
4,418.00 |
|
R3 |
4,543.25 |
4,499.25 |
4,395.50 |
|
R2 |
4,461.25 |
4,461.25 |
4,388.00 |
|
R1 |
4,417.25 |
4,417.25 |
4,380.50 |
4,398.25 |
PP |
4,379.25 |
4,379.25 |
4,379.25 |
4,370.00 |
S1 |
4,335.25 |
4,335.25 |
4,365.50 |
4,316.25 |
S2 |
4,297.25 |
4,297.25 |
4,358.00 |
|
S3 |
4,215.25 |
4,253.25 |
4,350.50 |
|
S4 |
4,133.25 |
4,171.25 |
4,328.00 |
|
|
Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,977.00 |
4,891.25 |
4,560.75 |
|
R3 |
4,808.00 |
4,722.25 |
4,514.25 |
|
R2 |
4,639.00 |
4,639.00 |
4,498.75 |
|
R1 |
4,553.25 |
4,553.25 |
4,483.25 |
4,511.50 |
PP |
4,470.00 |
4,470.00 |
4,470.00 |
4,449.00 |
S1 |
4,384.25 |
4,384.25 |
4,452.25 |
4,342.50 |
S2 |
4,301.00 |
4,301.00 |
4,436.75 |
|
S3 |
4,132.00 |
4,215.25 |
4,421.25 |
|
S4 |
3,963.00 |
4,046.25 |
4,374.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,503.50 |
4,341.50 |
162.00 |
3.7% |
72.50 |
1.7% |
19% |
False |
True |
276,735 |
10 |
4,555.50 |
4,341.50 |
214.00 |
4.9% |
65.25 |
1.5% |
15% |
False |
True |
264,052 |
20 |
4,555.50 |
4,324.00 |
231.50 |
5.3% |
57.50 |
1.3% |
21% |
False |
False |
230,128 |
40 |
4,555.50 |
4,259.00 |
296.50 |
6.8% |
56.75 |
1.3% |
38% |
False |
False |
224,783 |
60 |
4,555.50 |
4,211.25 |
344.25 |
7.9% |
50.75 |
1.2% |
47% |
False |
False |
150,229 |
80 |
4,555.50 |
4,039.00 |
516.50 |
11.8% |
53.75 |
1.2% |
65% |
False |
False |
112,682 |
100 |
4,555.50 |
4,039.00 |
516.50 |
11.8% |
52.25 |
1.2% |
65% |
False |
False |
90,150 |
120 |
4,555.50 |
4,039.00 |
516.50 |
11.8% |
45.75 |
1.0% |
65% |
False |
False |
75,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,772.00 |
2.618 |
4,638.25 |
1.618 |
4,556.25 |
1.000 |
4,505.50 |
0.618 |
4,474.25 |
HIGH |
4,423.50 |
0.618 |
4,392.25 |
0.500 |
4,382.50 |
0.382 |
4,372.75 |
LOW |
4,341.50 |
0.618 |
4,290.75 |
1.000 |
4,259.50 |
1.618 |
4,208.75 |
2.618 |
4,126.75 |
4.250 |
3,993.00 |
|
|
Fisher Pivots for day following 06-May-2015 |
Pivot |
1 day |
3 day |
R1 |
4,382.50 |
4,422.50 |
PP |
4,379.25 |
4,406.00 |
S1 |
4,376.25 |
4,389.50 |
|